Combination therapy has emerged as one of the most promising approaches for cancer treatment. However, beyond remotely‐triggered therapies that require advanced infrastructures and optimization, new combination therapies based on internally triggered cell‐killing effects have also demonstrated promising therapeutic profiles. In this revision, the focus is on self‐triggered strategies able to improve the therapeutic effect of drug delivery nanosystems. As reviewed, ferroptosis, hypoxia, and immunotherapy show potency enough to treat satisfactorily tumors in vivo. However, the interest of combining those with chemotherapeutics, especially with carriers based on mesoporous silica, has provided a new generation of therapeutic nanomedicines with potential enough to achieve complete tumor remission in murine models.